ECBOT 10 Year T-Note Future March 2019
Trading Metrics calculated at close of trading on 15-Mar-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2019 |
15-Mar-2019 |
Change |
Change % |
Previous Week |
Open |
122-160 |
122-130 |
-0-030 |
-0.1% |
122-150 |
High |
122-185 |
122-270 |
0-085 |
0.2% |
122-270 |
Low |
122-110 |
122-125 |
0-015 |
0.0% |
122-050 |
Close |
122-145 |
122-225 |
0-080 |
0.2% |
122-225 |
Range |
0-075 |
0-145 |
0-070 |
93.4% |
0-220 |
ATR |
0-121 |
0-123 |
0-002 |
1.4% |
0-000 |
Volume |
4,737 |
26,349 |
21,612 |
456.2% |
56,405 |
|
Daily Pivots for day following 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-002 |
123-258 |
122-305 |
|
R3 |
123-177 |
123-113 |
122-265 |
|
R2 |
123-032 |
123-032 |
122-252 |
|
R1 |
122-288 |
122-288 |
122-238 |
123-000 |
PP |
122-207 |
122-207 |
122-207 |
122-223 |
S1 |
122-143 |
122-143 |
122-212 |
122-175 |
S2 |
122-062 |
122-062 |
122-198 |
|
S3 |
121-237 |
121-318 |
122-185 |
|
S4 |
121-092 |
121-173 |
122-145 |
|
|
Weekly Pivots for week ending 15-Mar-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-202 |
124-113 |
123-026 |
|
R3 |
123-302 |
123-213 |
122-285 |
|
R2 |
123-082 |
123-082 |
122-265 |
|
R1 |
122-313 |
122-313 |
122-245 |
123-038 |
PP |
122-182 |
122-182 |
122-182 |
122-204 |
S1 |
122-093 |
122-093 |
122-205 |
122-138 |
S2 |
121-282 |
121-282 |
122-185 |
|
S3 |
121-062 |
121-193 |
122-164 |
|
S4 |
120-162 |
120-293 |
122-104 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
122-270 |
122-050 |
0-220 |
0.6% |
0-106 |
0.3% |
80% |
True |
False |
11,281 |
10 |
122-270 |
121-100 |
1-170 |
1.2% |
0-112 |
0.3% |
91% |
True |
False |
26,099 |
20 |
122-270 |
121-100 |
1-170 |
1.2% |
0-117 |
0.3% |
91% |
True |
False |
847,984 |
40 |
122-270 |
121-020 |
1-250 |
1.5% |
0-127 |
0.3% |
92% |
True |
False |
1,113,785 |
60 |
123-080 |
120-195 |
2-205 |
2.2% |
0-145 |
0.4% |
79% |
False |
False |
1,223,945 |
80 |
123-080 |
118-270 |
4-130 |
3.6% |
0-139 |
0.4% |
88% |
False |
False |
1,256,958 |
100 |
123-080 |
117-150 |
5-250 |
4.7% |
0-138 |
0.4% |
91% |
False |
False |
1,010,018 |
120 |
123-080 |
117-055 |
6-025 |
5.0% |
0-134 |
0.3% |
91% |
False |
False |
842,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-246 |
2.618 |
124-010 |
1.618 |
123-185 |
1.000 |
123-095 |
0.618 |
123-040 |
HIGH |
122-270 |
0.618 |
122-215 |
0.500 |
122-198 |
0.382 |
122-180 |
LOW |
122-125 |
0.618 |
122-035 |
1.000 |
121-300 |
1.618 |
121-210 |
2.618 |
121-065 |
4.250 |
120-149 |
|
|
Fisher Pivots for day following 15-Mar-2019 |
Pivot |
1 day |
3 day |
R1 |
122-216 |
122-213 |
PP |
122-207 |
122-202 |
S1 |
122-198 |
122-190 |
|